+152.2%
CAKE vs CNI
+12.6%
+139.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -4.5% | -0.4% | -4.2% | -4.3% |
| 30D | -12.4% | -2.7% | -9.7% | -11.1% |
| 3M | +37.3% | +3.9% | +33.4% | +33.9% |
| 6M | +70.7% | +16.4% | +54.4% | +54.7% |
| YTD | +106.0% | +25.8% | +80.2% | +77.0% |
| 1Y | +79.7% | +32.4% | +47.3% | +49.3% |
| 3Y | +267.8% | +19.1% | +248.7% | +221.2% |
| All | +152.2% | +12.6% | +139.5% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling